Bayesian Forecast Evaluation is a formal statistical framework belonging to the class of forecast evaluation methodologies, distinguished by its incorporation of Bayesian inference principles to update probabilistic forecasts and assess their accuracy through posterior predictive distributions and model evidence.
114
Publications
7.2K
Citations
247
Authors
181
Institutions
Publications per year
2017–2026
27
Variants
Bayesian Forecast Evaluations
Parents
Publications
114
Bayesian Analysis of DSGE Models
Sungbae An, Frank Schorfheide · Econometric Reviews · 2007 · 1.3K citations
Computing, Biostatistics, Economics +17
Scoring the Leading Indicators
Francis X. Diebold, Glenn D. Rudebusch · The Journal of Business · 1989 · 357 citations
1–5 of 114
Authors
247
- GA
4
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- JG
4
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- JH
2
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- JP
2
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- TL
2
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1–5 of 247
Institutions
181
University of Missouri
Columbia, United States
4 h-index
4 publications
82 citations
European Central Bank
Frankfurt am Main, Germany
4 h-index
6 publications
634 citations
Agricultural & Applied Economics Association
Milwaukee, United States
4 h-index
4 publications
139 citations
Texas A&M University
College Station, United States
3 h-index
3 publications
117 citations
University of Georgia
Athens, United States
3 h-index
3 publications
105 citations
University of Technology Sydney
Sydney, Australia
3 h-index
3 publications
496 citations
Federal Reserve Bank of St. Louis
St Louis, United States
3 h-index
4 publications
122 citations
Federal Reserve Board of Governors
Washington D.C., United States
3 h-index
3 publications
188 citations
1–8 of 181
Venues
- SSRN Electronic Journal
Repository · 11 publications · 685 citations
11
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- International Journal of Forecasting
11 publications · 950 citations
11
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- Journal of Forecasting
7 publications · 402 citations
7
h-index
- American Journal of Agricultural Economics
4 publications · 91 citations
4
h-index
- Journal of the American Statistical Association
3 publications · 434 citations
3
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1–5